On the equivalence of Sobolev norms in Malliavin spaces

DOI10.1016/J.JFA.2022.109600MaRDI QIDQ2155288zbMATH OpenOpenAlexFDO

Authors Davide Addona, Matteo Muratori, Maurizia Rossi

Publication date 15 July 2022

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.11612

zbMATH Keywords

Malliavin calculusSobolev spacesGaussian measuresPoincaré inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Functional inequalities, including subadditivity, convexity, etc. (39B62)

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Cited in

(12)

• scientific article; zbMATH DE number 1775599 (Why is no real title available?)
• scientific article; zbMATH DE number 578722 (Why is no real title available?)
• On Meyer’s equivalence
• Differentiability in infinite dimension and the Malliavin calculus
• A second look on definition and equivalent norms of Sobolev spaces
• The Brownian transport map
• Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
• On the equivalence of Sobolev norms in Malliavin spaces
• On the equivalence of Gaussian Sobolev norms and some weighted Wiener-chaos norms
• Sobolev embeddings in infinite dimensions
• Exact renormalization groups and transportation of measures
• Equivalence of Sobolev norms with respect to weighted Gaussian measures

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